//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Structural Breaks and Diversif...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
5
Prognoseverfahren
5
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Risikomaß
3
Risk measure
3
Volatility
3
Volatilität
3
Estimation
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Schätzung
2
Value-at-Risk
2
Analysis of variance
1
Artificial intelligence
1
Bayes factor
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian testing
1
Computer intelligence optimization
1
Estimation theory
1
Evolutionary algoritms
1
Expected shortfall
1
Financial forecasting
1
Financial market
1
Finanzmarkt
1
Hypothesis testing
1
Künstliche Intelligenz
1
Markov chain Monte Carlo
1
Neural networks
1
Neuronale Netze
1
Nichtlineare Regression
1
Nichtparametrisches Verfahren
1
Nonlinear regression
1
Nonparametric statistics
1
Quantile forecasting
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
3
Author
All
Gerlach, Richard
8
Chen, Cathy W. S.
2
Chen, Cathy W.S.
2
McAleer, Michael
2
Tuyl, Frank
2
Abeywardana, Sachin
1
Ghandar, Adam
1
Hwang, Bruce B. K.
1
Hwang, Bruce B.K.
1
Lin, Edward M. H.
1
Lin, Edward M.H.
1
Michalewicz, Zbigniew
1
Wang, Chao
1
Zurbruegg, Ralf
1
more ...
less ...
Published in...
All
International journal of forecasting
Research Paper Series / Finance Discipline Group, Business School
357
Working Paper Series / Finance Discipline Group, Business School
197
PhD Thesis
18
Working Papers / Business School, University of Sydney
14
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
13
Computational Statistics & Data Analysis
7
ERES
7
Journal of forecasting
7
Centre for International Economic Studies Working Papers
5
Discussion paper / Centre for International Economic Studies, University of Adelaide
5
The journal of real estate finance and economics
5
Discussion paper series
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
The European journal of finance
4
The journal of asset management
4
The journal of futures markets
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Working paper series / University of Technology, Sydney, School of Finance and Economics / University of Technology, Sydney, Faculty of Business, School of Finance and Economics
4
Australian journal of labour economics : a journal of labour economics and labour relations : official journal of the Australian Society of Labour Economists
3
Finance research letters
3
International Journal of Forecasting
3
International Journal of Managerial Finance
3
Journal of Forecasting
3
Journal of Futures Markets
3
Journal of Property Investment & Finance
3
Journal of Property Research
3
Journal of property investment & finance
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
Review of financial economics : RFE
3
The journal of corporate finance : contracting, governance and organization
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Australian economic papers
2
Computational Statistics
2
Intelligent systems in accounting finance and management : international journal
2
International business review : the official journal of the European International Business Academy
2
Journal of International Financial Markets, Institutions and Money
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
3
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W.S.
;
Gerlach, Richard
;
Hwang, Bruce B.K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-575
Persistent link: https://www.econbiz.de/10009983784
Saved in:
2
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M.H.
;
Chen, Cathy W.S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-400
Persistent link: https://www.econbiz.de/10009830615
Saved in:
3
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10006955680
Saved in:
4
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
5
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
6
Variational Bayes for assessment of dynamic quantile forecasts
Gerlach, Richard
;
Abeywardana, Sachin
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1385-1402
Persistent link: https://www.econbiz.de/10011622172
Saved in:
7
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
Saved in:
8
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
9
The relationship between model complexity and forecasting performance for computer intelligence optimization in finance
Ghandar, Adam
;
Michalewicz, Zbigniew
;
Zurbruegg, Ralf
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 598-613
Persistent link: https://www.econbiz.de/10011621732
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->